Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48972.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.135 %¶

This Week¶

Return: -0.738 %¶

Total portfolio value¶

Return including deposits: 60.214 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.280000 1665.540000 196.540000 13.380000 1468.999998
Orrön Energy 180 3.590000 2130.300000 87.300000 4.270000 2043.000000
Sedana Medical 93 1.450000 2605.860000 84.860000 3.370000 2521.000011
Atrium Ljungberg B 5 0.630000 958.500000 23.500000 2.510000 935.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Catena 2 0.650000 808.400000 16.400000 2.070000 792.000000
Sagax B 4 0.420000 870.400000 16.400000 1.920000 854.000000
Platzer Fastigheter Holding B 12 0.000000 969.600000 8.600000 0.890000 960.999996
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
JM 6 -1.030000 868.800000 4.800000 0.560000 864.000000
BioGaia B 8 -0.170000 932.800000 2.800000 0.300000 930.000000
Biotage 7 0.000000 942.900000 1.900000 0.200000 940.999997
Hexatronic Group 12 0.020000 968.400000 1.400000 0.140000 966.999996
Byggmax Group 33 0.420000 957.000000 1.000000 0.100000 956.000001
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
Clas Ohlson B 12 -0.250000 972.000000 -1.000000 -0.100000 972.999996
Gränges 9 -0.100000 927.000000 -1.000000 -0.110000 927.999999
AcadeMedia 8 0.000000 400.800000 -1.200000 -0.300000 402.000000
ASSA ABLOY B 3 -0.120000 774.900000 -4.100000 -0.530000 779.000001
SKF B 5 0.030000 932.250000 -7.750000 -0.820000 940.000000
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
EQT 4 -0.720000 822.000000 -10.000000 -1.200000 832.000000
OX2 13 -0.280000 937.950000 -12.050000 -1.270000 949.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
HEXPOL B 9 -2.360000 1003.500000 -17.500000 -1.710000 1020.999996
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
Latour B 4 0.240000 820.000000 -37.000000 -4.320000 857.000000
Indutrade 5 0.780000 1170.000000 -48.000000 -3.940000 1218.000000
Vitec Software Group B 2 -0.380000 1038.000000 -49.000000 -4.510000 1087.000000
Addnode Group B 11 -3.660000 868.450000 -52.550000 -5.710000 921.000003
Bufab 3 -0.850000 1044.000000 -65.000000 -5.860000 1109.000001
Hexagon B 26 0.080000 3393.000000 -68.000000 -1.960000 3461.000010
INVISIO 16 -0.220000 3592.000000 -97.000000 -2.630000 3689.000000
BHG Group 97 0.210000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 44876.300000 -179.700000 -7.87126% 45056.000411

Updated:¶

'2023-07-04 09:03:50.792005'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶